+19.2%
GEHC vs CP
+36.4%
-17.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +0.8% | +2.1% | -1.4% | -0.4% |
| 30D | +21.3% | +9.3% | +12.0% | +15.6% |
| 3M | +12.6% | +0.5% | +12.1% | +12.1% |
| 6M | +34.3% | +10.4% | +23.9% | +26.8% |
| YTD | +1.4% | +28.7% | -27.3% | -11.9% |
| 1Y | +12.5% | +33.2% | -20.7% | -4.1% |
| 3Y | +19.2% | +38.4% | -19.2% | -6.2% |
| All | +19.2% | +36.4% | -17.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling